+1,765.2%
HD vs AGG
+95.5%
+1,669.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +2.0% |
| 30D | +18.0% | +0.6% | +17.4% | +17.8% |
| 3M | +2.8% | -1.6% | +4.4% | +3.4% |
| 6M | +17.0% | -1.6% | +18.6% | +17.7% |
| YTD | +3.5% | -1.5% | +5.1% | +4.2% |
| 1Y | -2.6% | -1.1% | -1.5% | -2.1% |
| 3Y | +30.7% | +13.6% | +17.1% | +28.4% |
| 5Y | +6.2% | -1.7% | +7.9% | +2.1% |
| 10Y | +242.7% | +16.1% | +226.6% | +251.7% |
| All | +1,765.2% | +95.5% | +1,669.7% | +2,036.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling